Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47372.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45977.03 Kr¶

PnL: ---------------------------------------> -911.54 Kr¶

DD now: ---------------------------------> -2.586 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:44:38.823877'

Anic Portfolio¶

Today¶

Return: -0.131 %¶

This Week¶

Return: -1.129 %¶

Total¶

Return: 55.084 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 16.020000 802.400000 129.400000 19.230000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.220000 3449.600000 72.600000 2.150000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.110000 562.600000 35.600000 6.760000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.380000 390.500000 35.500000 10.000000 355.000000
AcadeMedia 12 -0.330000 583.680000 26.680000 4.790000 557.000004
Corem Property Group B 59 -2.290000 602.980000 25.980000 4.500000 576.999999
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
Boozt 12 0.430000 1675.200000 21.200000 1.280000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.800000 575.100000 11.100000 1.970000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.190000 577.680000 7.680000 1.350000 570.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.480000 246.480000 0.480000 0.200000 246.000000
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Nordea Bank Abp 29 -0.570000 3449.260000 -4.740000 -0.140000 3453.999992
Handelsbanken A 5 -0.930000 534.750000 -11.250000 -2.060000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.610000 539.000000 -35.000000 -6.100000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.350000 1422.000000 -242.000000 -14.540000 1663.999992
Axfood 13 -2.870000 3473.600000 -282.400000 -7.520000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45977.030000 -911.540000 -2.58623% 46888.564618

Updated:¶

'2023-01-26 11:44:51.700562'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶